254 research outputs found

    Importance Sampling for Multiscale Diffusions

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    We construct importance sampling schemes for stochastic differential equations with small noise and fast oscillating coefficients. Standard Monte Carlo methods perform poorly for these problems in the small noise limit. With multiscale processes there are additional complications, and indeed the straightforward adaptation of methods for standard small noise diffusions will not produce efficient schemes. Using the subsolution approach we construct schemes and identify conditions under which the schemes will be asymptotically optimal. Examples and simulation results are provided

    Optimal scaling of the MALA algorithm with irreversible proposals for Gaussian targets

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    It is well known in many settings that reversible Langevin diffusions in confining potentials converge to equilibrium exponentially fast. Adding irreversible perturbations to the drift of a Langevin diffusion that maintain the same invariant measure accelerates its convergence to stationarity. Many existing works thus advocate the use of such non-reversible dynamics for sampling. When implementing Markov Chain Monte Carlo algorithms (MCMC) using time discretisations of such Stochastic Differential Equations (SDEs), one can append the discretization with the usual Metropolis-Hastings accept-reject step and this is often done in practice because the accept--reject step eliminates bias. On the other hand, such a step makes the resulting chain reversible. It is not known whether adding the accept-reject step preserves the faster mixing properties of the non-reversible dynamics. In this paper, we address this gap between theory and practice by analyzing the optimal scaling of MCMC algorithms constructed from proposal moves that are time-step Euler discretisations of an irreversible SDE, for high dimensional Gaussian target measures. We call the resulting algorithm the \imala, in comparison to the classical MALA algorithm (here {\em ip} is for irreversible proposal). In order to quantify how the cost of the algorithm scales with the dimension NN, we prove invariance principles for the appropriately rescaled chain. In contrast to the usual MALA algorithm, we show that there could be two regimes asymptotically: (i) a diffusive regime, as in the MALA algorithm and (ii) a ``fluid" regime where the limit is an ordinary differential equation. We provide concrete examples where the limit is a diffusion, as in the standard MALA, but with provably higher limiting acceptance probabilities. Numerical results are also given corroborating the theory

    Migrant care workers at the intersection of rural belonging in small English communities

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    Shortage of staff in the private care sector brought migrant participants of this study to rural communities in northwest England. The care workers, fourteen highly skilled first-generation migrants, described experiences of feeling unsettled, despite residing in these communities for an average of nine years. Social divisions, such as their race, ethnicity, and gender, intersected in rural England to create an overwhelming, at times, feeling of being othered. We use intersectionality as a framework to examine the advantageous and disadvantageous positionings of migrant workers, alongside their strategies of resistance and adaptation, filling in the gaps that acculturation theory glosses over

    Systemic Risk and Default Clustering for Large Financial Systems

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    As it is known in the finance risk and macroeconomics literature, risk-sharing in large portfolios may increase the probability of creation of default clusters and of systemic risk. We review recent developments on mathematical and computational tools for the quantification of such phenomena. Limiting analysis such as law of large numbers and central limit theorems allow to approximate the distribution in large systems and study quantities such as the loss distribution in large portfolios. Large deviations analysis allow us to study the tail of the loss distribution and to identify pathways to default clustering. Sensitivity analysis allows to understand the most likely ways in which different effects, such as contagion and systematic risks, combine to lead to large default rates. Such results could give useful insights into how to optimally safeguard against such events.Comment: in Large Deviations and Asymptotic Methods in Finance, (Editors: P. Friz, J. Gatheral, A. Gulisashvili, A. Jacqier, J. Teichmann) , Springer Proceedings in Mathematics and Statistics, Vol. 110 2015

    Multicenter trial of neo-adjuvant chemotherapy followed by extrapleural pneumonectomy in malignant pleural mesothelioma

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    Background: The aim of this multicenter trial was to prospectively evaluate neo-adjuvant chemotherapy followed by extrapleural pneumonectomy (EPP) and radiotherapy, including quality of life as outcome. Patients and methods: Eligible patients had malignant pleural mesothelioma of all histological types, World Health Organization performance status of zero to two and clinical stage T1-T3, N0-2, M0 disease considered completely resectable. Neo-adjuvant chemotherapy consisted of three cycles of cisplatin and gemcitabine followed by EPP. Postoperative radiotherapy was considered for all patients. Results: In all, 58 of 61 patients completed three cycles of neo-adjuvant chemotherapy. Forty-five patients (74%) underwent EPP and in 37 patients (61%) the resection was complete. Postoperative radiotherapy was initiated in 36 patients. The median survival of all patients was 19.8 months [95% confidence interval (CI) 14.6-24.5]. For the 45 patients undergoing EPP, the median survival was 23 months (95% CI 16.6-32.9). Psychological distress showed minor variations over time with distress above the cut-off score indicating no morbidity with 82% (N = 36) at baseline and 76% (N = 26) at 3 months after surgery (P = 0.5). Conclusions: The observed rate of operability is promising. A median survival of 23 months for patients undergoing EPP compares favourably with the survival reported from single center studies of upfront surgery. This approach was not associated with an increase in psychological distres

    Endovascular Treatment for Anterior Circulation Large-Vessel Occlusion Ischemic Stroke with Low ASPECTS: a Systematic Review and Meta-Analysis

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    Background: Endovascular treatment (EVT) for acute ischemic stroke (AIS) patients presenting with Alberta Stroke Program Early CT Score (ASPECTS) 0-5 has not yet proven safe and effective by clinical trials. Objectives: The aim of the study was to assess whether EVT in AIS patients presenting with low ASPECTS is beneficial. Design: Systematic review and meta-analysis of available studies in accordance with the PRISMA statement. Data sources and methods: We have searched MEDLINE, the Cochrane Central Register of Controlled Trials, and reference lists of articles published until 28 May 2022 with the aim to calculate (1) modified Rankin scale (mRS) score 0-3 at 3 months, (2) mRS score 0-2 at 3 months, (3) symptomatic intracranial hemorrhage (sICH), and (3) mortality at 3 months. Results: Overall, 24 eligible studies were included in the meta-analysis, comprising a total of 2539 AIS patients with ASPECTS 0-5 treated with EVT. The pooled proportion of EVT-treated patients achieving mRS 0-3 at 3 months was calculated at 38.4%. The pooled proportion of EVT-treated patients achieving mRS 0-2 at 3 months was 25.7%. Regarding safety outcomes, sICH occurred in 12.8% of patients. The 3-month pooled mortality was 30%. In pairwise meta-analysis, patients treated with EVT had a higher likelihood of achieving mRS 0-3 at 3 months compared with patients treated with best medical therapy (BMT, OR: 2.41). sICH occurred more frequently in EVT-treated patients compared with the BMT-treated patients (OR: 2.30). Mortality at 3 months was not different between the two treatment groups (OR: 0.71). Conclusion: EVT may be beneficial for AIS patients with low baseline ASPECTS despite an increased risk for sICH. Further data from randomized-controlled clinical trials are needed to elucidate the role of EVT in this subgroup of AIS patients. Registration: The protocol has been registered in the International Prospective Register of Ongoing Systematic Reviews PROSPERO; Registration Number: CRD42022334417.info:eu-repo/semantics/publishedVersio

    Sustainable High Yield Route to Cellulose Nanocrystals from Bacterial Cellulose

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    HCl gas hydrolysis of a bacterial cellulose (BC) aerogel followed by 2,2,6,6-tetramethylpiperidine-1-oxyl radical-mediated oxidation was used to produce hydrolyzed BC with carboxylate groups, which subsequently disintegrated into a stable dispersion of cellulose nanocrystals (CNCs). The degree of polymerization was successfully reduced from 2160 to 220 with a CNC yield of >80%.Peer reviewe
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